Nonparametric statistics for testing of linearity and serial independence
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Publication:4345897
DOI10.1080/10485259608832673zbMATH Open0880.62049OpenAlexW2016548833MaRDI QIDQ4345897FDOQ4345897
Authors: Vidar Hjellvik, Dag Tjøstheim 
Publication date: 5 February 1998
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259608832673
Recommendations
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited In (27)
- A generalization of some classical time series tools
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations
- Nonparametric model checks for time series
- Nonparametric testing for serial independence using the NRL statistic
- Serial independence tests for innovations of conditional mean and variance models
- Nonparametric tests of linearity for time series
- Title not available (Why is that?)
- NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
- Some higher-order theory for a consistent non-parametric model specification test
- Determination of linear components in additive models
- A nonparametric test of serial independence for time series and residuals
- Linearity testing using local polynomial approximation
- On a nonparametric test for linear relationships
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Rank-based entropy tests for serial independence
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Tests of Independence in Time Series
- Towards a nonparametric test of linearity for times series
- A loss function approach to model specification testing and its relative efficiency
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models
- Non parametric portmanteau tests for detecting non linearities in high dimensions
- Tests for Serial Independence and Linearity Based on Correlation Integrals
- An updated review of goodness-of-fit tests for regression models
- A note on testing symmetry of the error distribution in linear regression models
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
- Optimal Detection of Exponential Component in Autoregressive Models
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